In 1978 the idea of studying the generalized inverse Gaussian distribution was proposed to me by Professor Ole Barndorff-Nielsen, who had come across the distribution in the study of the socalled hyperbolic distributions where it emerged in connection with the representation of the hyperbolic distributions as mixtures of normal distributions. The statistical properties of the generalized inverse Gaussian distribution were at that time virtually unde- veloped, but it turned out that the distribution has some nice properties, ...
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In 1978 the idea of studying the generalized inverse Gaussian distribution was proposed to me by Professor Ole Barndorff-Nielsen, who had come across the distribution in the study of the socalled hyperbolic distributions where it emerged in connection with the representation of the hyperbolic distributions as mixtures of normal distributions. The statistical properties of the generalized inverse Gaussian distribution were at that time virtually unde- veloped, but it turned out that the distribution has some nice properties, and models many sets of data satisfactorily. This work contains an account of the statistical properties of the distribu- tion as far as they are developed at present. The work was done at the Department of Theoretical Statistics, Aarhus University, mostly in 1979, and was partial fulfilment to- wards my M.Sc. degree. I wish to convey my warm thanks to Ole Barn- dorff-Nielsen and Preben BI sild for their advice and for comments on earlier versions of the manuscript and to Jette Hamborg for her skilful typing.
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Physical description; 188 pp. Contents; 1 Introduction--2 Basic properties--2.1 Moments and cumulants--3 Related distributions--3.1 Normal approximations--3.2 Powers and logarithms of generalized inverse Gaussian variates--3.3 Products and quotients of generalized inverse Gaussian variates--3.4 A generalized inverse Gaussian Markov process--3.5 The generalized hyperbolic distribution--4 Maximum likelihood estimation--4.1 Estimation for fixed? --4.2 On the asymptotic distribution of the maximum likelihood estimate for fixed? --4.3 The partially maximized log-likelihood for? , estimation of? --4.4 Estimation of? when? and? are fixed--4.5 Estimation of? when? and? >0 are fixed--5 Inference--5.1 Distribution results--5.2 Inference about? --5.3 Inference about? --5.4 One-way analysis of variance--5.5 A regression model--6 The hazard function. Lifetime models. --6.1 Description of the hazard function--7 Examples--7.1 Failures of airconditioning equipment--7.2 Pulses along a nerve fibre--7.3 Traffic data--7.4 Repair time data--7.5 Fracture toughness of MIG welds--References--List of symbols. Subjects; Gaussian distribution. Normal Distribution. Probability theory. Statistics. Mathematics. Fine paperback copy. Minor library marks remain (internally). Particularly well-preserved; tight, bright and clean.
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Poor. Book seems very lightly used, some shelfwear, a clean copy throughout. Ink inscription. Trade paperback (US). Glued binding. 188 p. Lecture Notes in Statistics, 9.
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Fine. Trade paperback (US). Glued binding. 188 p. Lecture Notes in Statistics, 9. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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New. Trade paperback (US). Glued binding. 188 p. Lecture Notes in Statistics, 9. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Fine. Trade paperback (US). Glued binding. 188 p. Lecture Notes in Statistics, 9. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
